+52.5%
V vs TEL
+67.5%
-15.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | 0.0% | -1.4% |
| 7D | -1.1% | -1.4% | +0.4% | -0.9% |
| 30D | +1.9% | -4.9% | +6.8% | +2.7% |
| 3M | +15.5% | +0.1% | +15.4% | +15.1% |
| 6M | +16.6% | +0.4% | +16.3% | +15.4% |
| YTD | +5.7% | -8.9% | +14.7% | +6.4% |
| 1Y | +8.6% | -0.3% | +8.9% | +5.8% |
| 3Y | +52.5% | +67.6% | -15.1% | +23.7% |
| All | +52.5% | +67.5% | -15.0% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling